Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.569 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47925.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46530.45 Kr¶

PnL: ---------------------------------------> -358.12 Kr¶

DD now: ---------------------------------> -1.449 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:58:33.767573'

Anic Portfolio¶

This Week¶

Return: -0.028 %¶

Total¶

Return: 56.81 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.130000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Corem Property Group B 59 1.580000 643.100000 66.100000 11.460000 576.999999
Boozt 12 0.920000 1704.000000 50.000000 3.020000 1653.999996
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
HMS Networks 2 -0.330000 714.800000 41.800000 6.210000 673.000000
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.980000 393.100000 38.100000 10.730000 355.000000
Resurs Holding 22 0.180000 604.780000 30.780000 5.360000 573.999998
SAAB B 8 0.090000 3406.400000 29.400000 0.870000 3377.000000
Intrum 4 0.150000 547.200000 20.200000 3.830000 527.000000
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 -0.130000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 1.480000 576.900000 12.900000 2.290000 564.000000
Securitas B 6 0.390000 582.240000 12.240000 2.150000 570.000000
Coor Service Management Hold. 8 -0.510000 544.000000 12.000000 2.260000 532.000000
Nordea Bank Abp 29 0.520000 3462.020000 8.020000 0.230000 3453.999992
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.100000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.460000 548.500000 2.500000 0.460000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.750000 559.000000 -15.000000 -2.610000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.570000 566.000000 -28.570000 -4.810000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -1.290000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.140000 3666.000000 -90.000000 -2.400000 3756.000001
OX2 18 -0.690000 1430.100000 -233.900000 -14.060000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 -1.790000 2860.000000 -502.000000 -14.930000 3361.999992
TOTAL 46504.460000 -384.110000 -1.5021% 46888.564618

Updated:¶

'2023-01-24 09:57:47.097714'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶